Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47948.78 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46553.83 Kr¶

PnL: ---------------------------------------> -334.74 Kr¶

DD now: ---------------------------------> -1.401 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 11:54:25.181173'

Anic Portfolio¶

Today¶

Return: 0.075 %¶

This Week¶

Return: 0.075 %¶

Total¶

Return: 56.972 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.980000 3239.600000 268.600000 9.040000 2971.000006
HEBA B 70 2.920000 2835.000000 199.000000 7.550000 2636.000010
Corem Property Group B 59 1.730000 624.220000 47.220000 8.180000 576.999999
AcadeMedia 12 1.230000 600.600000 43.600000 7.830000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.340000 393.300000 38.300000 10.790000 355.000000
MedCap 2 2.470000 456.000000 35.000000 8.310000 421.000000
Boozt 12 0.140000 1688.400000 34.400000 2.080000 1653.999996
SAAB B 8 -0.910000 3408.800000 31.800000 0.940000 3377.000000
Eastnine 4 2.670000 522.400000 31.400000 6.400000 491.000000
HMS Networks 2 2.630000 702.800000 29.800000 4.430000 673.000000
Resurs Holding 22 -0.070000 600.600000 26.600000 4.630000 573.999998
OEM International B 7 1.280000 553.000000 25.000000 4.730000 527.999997
Intrum 4 2.200000 547.800000 20.800000 3.950000 527.000000
Coor Service Management Hold. 8 2.690000 549.600000 17.600000 3.310000 532.000000
Fastighetsbolag. Emilshus Pref 21 2.040000 578.550000 16.550000 2.940000 562.000005
Norva24 Group 16 -0.340000 558.080000 15.080000 2.780000 543.000000
FM Mattsson Mora Group B 50 -1.340000 2935.000000 8.000000 0.270000 2927.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Swedbank A 3 -0.050000 567.000000 3.000000 0.530000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.990000 248.160000 2.160000 0.880000 246.000000
Securitas B 6 1.280000 571.200000 1.200000 0.210000 570.000000
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
CTEK 13 0.810000 534.300000 0.300000 0.060000 533.999999
Handelsbanken A 5 0.090000 544.500000 -1.500000 -0.270000 546.000000
Midsona B 63 3.710000 580.860000 -2.140000 -0.370000 582.999984
Nordea Bank Abp 29 0.070000 3451.000000 -3.000000 -0.090000 3453.999992
Essity B 2 -1.590000 568.200000 -5.800000 -1.010000 574.000000
Essity A 4 -0.870000 1140.000000 -9.000000 -0.780000 1149.000000
Sampo Oyj SDB 7 -0.270000 3832.500000 -17.500000 -0.450000 3850.000000
International Petroleum Corp. 5 2.920000 564.000000 -30.570000 -5.140000 594.565215
Vivesto 1368 -2.160000 544.460000 -68.540000 -11.180000 612.999432
Axfood 13 0.180000 3667.300000 -88.700000 -2.360000 3756.000001
OX2 18 -0.250000 1445.400000 -218.600000 -13.140000 1663.999992
Fasadgruppen Group 35 0.300000 3496.500000 -314.500000 -8.250000 3810.999990
Ovzon 52 0.180000 2886.000000 -476.000000 -14.160000 3361.999992
TOTAL 46553.830000 -334.740000 -1.4006% 46888.564618

Updated:¶

'2023-01-23 11:54:37.686894'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶